+581.7%
TLN vs ARMK
+106.7%
+475.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.6% | +4.0% |
| 7D | +7.1% | -2.4% | +9.5% | +7.8% |
| 30D | -3.9% | 0.0% | -3.9% | -3.8% |
| 3M | -16.2% | +6.7% | -22.8% | -17.6% |
| 6M | -5.8% | +38.8% | -44.6% | -14.4% |
| YTD | -15.4% | +55.2% | -70.6% | -26.1% |
| 1Y | -16.7% | +46.6% | -63.3% | -26.0% |
| 3Y | +473.8% | +112.9% | +360.9% | +366.0% |
| All | +581.7% | +106.7% | +475.0% | +454.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling